-9.0%
AUR vs PFGC
+12.5%
-21.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +13.5% | -18.0% | -6.5% |
| 7D | -19.8% | +13.9% | -33.7% | -21.8% |
| 30D | -29.0% | +18.4% | -47.4% | -31.5% |
| 3M | -43.6% | -2.5% | -41.0% | -42.3% |
| 6M | -36.6% | +26.0% | -62.7% | -41.1% |
| YTD | +6.3% | +21.9% | -15.6% | -0.7% |
| 1Y | -9.0% | +13.4% | -22.4% | -14.8% |
| All | -9.0% | +12.5% | -21.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling